The following pages link to (Q5447124):
Displaying 43 items.
- Estimation of spatial autoregressive panel data models with fixed effects (Q77665) (← links)
- Fixed effects estimation of structural parameters and marginal effects in panel probit models (Q100624) (← links)
- Smoothed quantile regression for panel data (Q284303) (← links)
- Indirect inference for dynamic panel models (Q530970) (← links)
- Adjustments of profile likelihood through predictive densities (Q645535) (← links)
- Bias corrections for two-step fixed effects panel data estimators (Q737959) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Some recent developments in efficiency measurement in stochastic frontier models (Q764413) (← links)
- Grouped effects estimators in fixed effects models (Q894647) (← links)
- Penalized quantile regression for dynamic panel data (Q989274) (← links)
- Estimation of average marginal effects in multiplicative unobserved effects panel models (Q1786735) (← links)
- Inference on trending panel data (Q1792445) (← links)
- On the estimation of technical and allocative efficiency in a panel stochastic production frontier system model: some new formulations and generalizations (Q2023958) (← links)
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects (Q2024474) (← links)
- Robust likelihood estimation of dynamic panel data models (Q2074610) (← links)
- The role of conditional likelihoods in latent variable modeling (Q2088910) (← links)
- Estimation of a varying coefficient, fixed-effects Cobb-Douglas production function in levels (Q2127305) (← links)
- Identification and estimation in panel models with overspecified number of groups (Q2182146) (← links)
- On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
- Adjusted QMLE for the spatial autoregressive parameter (Q2224891) (← links)
- Second-order corrected likelihood for nonlinear panel models with fixed effects (Q2224973) (← links)
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence (Q2280581) (← links)
- Determining individual or time effects in panel data models (Q2295800) (← links)
- Unified inference for nonlinear factor models from panels with fixed and large time span (Q2323363) (← links)
- Asymptotic theory for differentiated products demand models with many markets (Q2343768) (← links)
- Many IVs estimation of dynamic panel regression models with measurement error (Q2399538) (← links)
- Model selection in the presence of incidental parameters (Q2516318) (← links)
- Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares (Q2682968) (← links)
- The robustness of conditional logit for binary response panel data models with serial correlation (Q2694013) (← links)
- Functional differencing (Q2859504) (← links)
- Finite mixture for panels with fixed effects (Q2870572) (← links)
- DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
- Approximate estimation in nonlinear panel data models (Q4387692) (← links)
- Split-panel Jackknife Estimation of Fixed-effect Models (Q4610735) (← links)
- Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data (Q4999156) (← links)
- Lessons from a Decade of IPS and LLC (Q5080584) (← links)
- Individual and time effects in nonlinear panel models with large \(N\), \(T\) (Q5964762) (← links)
- Time-specific average estimation of dynamic panel regressions (Q6039103) (← links)
- The role of score and information bias in panel data likelihoods (Q6108297) (← links)
- SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES (Q6115049) (← links)
- Bootstrap inference for fixed-effect models (Q6536806) (← links)
- Bootstrap Inference for Panel Data Quantile Regression (Q6626231) (← links)
- Efficient bias correction for cross-section and panel data (Q6646158) (← links)
